| Autor(es): |
Belitsky, V.
;
Menshikov, M.
;
Petritis, D.
;
Vachkovskaia, M.
Número total de Autores: 4
|
| Tipo de documento: | Artigo Científico |
| Fonte: | Markov Processes and Related Fields; v. 22, n. 4, p. 629-652, 2016. |
| Citações Web of Science: | 0 |
| Resumo | |
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains - ranging from physics to ecology - we establish conditions for the occurrence of a non-trivial asymptotic behaviour for these systems in the absence of an ellipticity condition. More precisely, we classify these systems according to their type and - in the recurrent case provide with sharp conditions quantifying the nature of recurrence by establishing which moments of passage times exist and which do not exist. The problem is tackled by mapping the random dynamical systems into Markov chains on R with heavy-tailed innovation and then using powerful methods stemming from Lyapunov functions to map the resulting Markov chains into positive semi-martingales. (AU) | |
| Processo FAPESP: | 09/52379-8 - Modelagem estocástica de sistemas interagentes |
| Beneficiário: | Fabio Prates Machado |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |
| Processo FAPESP: | 11/07000-0 - Passeios aleatórios e tópicos relacionados |
| Beneficiário: | Serguei Popov |
| Modalidade de apoio: | Auxílio à Pesquisa - Pesquisador Visitante - Internacional |
| Processo FAPESP: | 11/51509-5 - Externalities and economic behavior |
| Beneficiário: | Fernando Pigeard de Almeida Prado |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |